"A reduced linearization method for solving problems of nonlinear optimization"
Panferov S.V.

An approach to solving a problem of optimization with constraints is proposed. An algorithm based on a synthesis of such methods as the separation of variables, the dimension reduction, and the method of reducing the original problem to an auxiliary one. A number of applicability conditions for this algorithm and a convergence theorem are formulated.

Keywords: problems of nonlinear optimization, linearization method, linear constraints, reduces gradient method, linear convergence

Panferov S.V.   e-mail: svp74@bk.ru